-37.4%
GIS vs BTDR
+0.6%
-38.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.4% | -3.2% |
| 7D | -8.4% | -3.2% | -5.2% | -8.5% |
| 30D | -5.2% | +32.7% | -37.9% | -4.6% |
| 3M | +8.2% | -28.4% | +36.6% | +8.1% |
| 6M | -12.0% | +51.7% | -63.7% | -11.2% |
| YTD | -18.9% | +2.9% | -21.7% | -18.4% |
| 1Y | -23.6% | -15.5% | -8.2% | -23.2% |
| All | -37.4% | +0.6% | -38.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling